Credit default swap: Difference between revisions

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A variety of swap agreement that enables the effective transfer of credit risk from one party to the other.
A variety of swap agreement that enables the effective transfer of credit risk from one party to the other.
The pricing of credit default swaps is used as a market valuation of relative counterparty risk.




== See also ==
== See also ==
* [[BCDS]]
* [[Capital market swap]]
* [[Constant maturity credit default swap]]
* [[Constant maturity credit default swap]]
* [[Counterparty risk]]
* [[Credit]]
* [[Credit default swap index]]
* [[Credit risk]]
* [[Credit risk]]
* [[Default]]
* [[International Swaps and Derivatives Association]]
* [[International Swaps and Derivatives Association]]
* [[Putting a limit on losses]]
* [[Swap]]
* [[Swap overlay]]
* [[Swap overlay]]
* [[Putting a limit on losses]]




===Other links===
==Other link==
[http://www.treasurers.org/cdsloanpricing Credit Default Swap based loan pricing, ACT 2008]
[http://www.treasurers.org/cdsloanpricing Credit Default Swap based loan pricing, ACT 2008]



Latest revision as of 05:28, 6 November 2023

(CDS).

A variety of swap agreement that enables the effective transfer of credit risk from one party to the other.

The pricing of credit default swaps is used as a market valuation of relative counterparty risk.


See also


Other link

Credit Default Swap based loan pricing, ACT 2008